Properties of Convolution in Signal Processing, Study notes of Physics

The properties of convolution in the context of digital signal processing (dsp). Topics include the identity, commutative, associative, distributive, and transference properties of convolution. The document also covers special cases such as auto-regression (ar) and moving average (ma) models, and the central limit theorem. Additionally, it discusses the concept of correlation and its application in signal detection.

Typology: Study notes

Pre 2010

Uploaded on 08/19/2009

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Convolution Properties
DSP for Scientists
Department of Physics
University of Houston
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Download Properties of Convolution in Signal Processing and more Study notes Physics in PDF only on Docsity!

Convolution Properties

DSP for Scientists Department of PhysicsUniversity of Houston

Properties of Delta Function w

[

n

]:

Identity for Convolution

w^

x

[ n

]^

[

n

] =

x

[ n

]

w^

x

[ n

]^

k

[

n

] =

kx

[ n

]

w^

x

[ n

]^

[

n + s

] =

x

[ n + s

]

Properties of Convolution w^

Associative:{

a

[ n

]^

b

[ n

]}

c

[ n

] =

a

[ n

]^

b

[ n

]^

c

[ n

]}

w^

If w^

a

[ n

]^

b

[ n

]^

c [

n

]^

y

[ n

]

w^

Then w^

a

[ n

]^

b

[ n

]^

c

[ n

]^

y [

n

]

Properties of Convolution w^

Distributive a

[ n

]∗

b

[ n

] +

a

[ n

]∗

c [

n

] =

a

[ n

]∗

b

[ n

] +

c

[ n

]}

If

b

[ n

]

w^

a

[ n

]^

y

[ n

]

c [

n

]

Then w^

a

[ n

]^

b

[ n

]+

c [

n

]^

y

[ n

]

Continue w^

If

x

[ n

]^

h

[ n

]^

y [

n

]

Linear

Same Linear

System

System

Then

x^1

[ n

]^

h

[ n

]^

y

[n] 1

Special Convolution Cases w^

Auto-Regression (AR) Model w^

y [

n

] =

k = 0, M - 1.

h

[ k

] x

[ n

k

]

w^

For Example:

y

[ n

] =

x

[ n

] -

x

[ n

- 1]

w^

(first difference)

Example w^

For One-order Difference Equation (MAModel) w^

y [n] =

ay

[n - 1] +

x

[n]

w^

Find the Impulse Response, if the system is w^

(a) Causal w^

(b) Anti-causal

Causal System Solution w^

Input:

[

n

]^

Output:

h

[ n

]

w^

For Causal system,

h

[ n

] = 0,

n

w^

h

[0] =

ah

[-1] +

[0] = 1

w^

h

[1] =

ah

[0] +

[1] =

a

w^

w^

h

[ n

] =

a

n^ u

[ n

]

Central Limit Theorem w^

If a pulse-like signal is convoluted withitself many times, a Gaussian will beproduced. w^

a

[ n

]^

w^

a

[ n

]^

a

[ n

]^

a

[ n

]^

a

[ n

] = ???

Central Limit Theorem

Correlation Detector

  • 1 5^
  • 1 0^
  • 5^

0

5

1 0^

1 5

  • 2 5^1 0. 80. 60. 40. 2^0 - 0. 2- 0. 4- 0. 6- 0. 8- 1
  • 2 0^
  • 1 5^
  • 1 0^
  • 5^

0

5

1 0^

1 5^

2 0^

2 5

(^2) 1. 5 (^1) 0. 5 (^0) - 0. 5- 1 - 1. 5- 2

Correlation Results

0

2 0 0

4 0 0

6 0 0

8 0 0

1 0 0 0

1 2 0 0

(^86420) -2 -4 -

-5^ -

-^

-2^ -^

0 1

2 3

4 5

(^1) 0.8 0.6 0.4 0.2 (^0) -0.2 -0.4 -0.

Example: Lowpass

0

50

100

150

200

250

300

350

14012010080 60 40 20 0 -20 -40 -

0

50

100

150

200

250

300

350

14012010080 60 40 20 0 -20-40-

-^ -^ -^ -^ -^

0

2

4

6

8

1 0

0.5 0.4 0.3 0.2 0.1^0 -0.

High-Pass Filter w^

Filter

g

[ n

]:

w^

Remove the Average Value of Signal(Direct Current Components), OnlyPreserve the Quick Undulation Terms w^

n^

g

[ n

] = 0